+302.6%
JCI vs EMR
+279.1%
+23.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.4% | +2.7% | +5.8% | +6.8% |
| 30D | -8.9% | +2.1% | -11.0% | -9.9% |
| 3M | -6.4% | +2.3% | -8.7% | -7.5% |
| 6M | +1.6% | +22.5% | -20.9% | -10.0% |
| YTD | +20.1% | +27.2% | -7.1% | +2.5% |
| 1Y | +17.2% | +28.0% | -10.8% | -0.5% |
| 3Y | +190.7% | +103.4% | +87.3% | +82.1% |
| 5Y | +99.9% | +88.2% | +11.7% | +29.7% |
| All | +302.6% | +279.1% | +23.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling